STRATEGY VWAP MOMENTUM

20251106 (Thursday, DoW=4)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 12

Periodo: 2025-11-06 00:53:00 - 2025-11-06 22:59:00

Exposure Days: 1

Trades per Day: 12.00

Avg Duration: 91.17 min

Median Duration: 62.50 min

PERFORMANCE

Total Profit: $-4,785.00

Avg Profit: $-398.75

Median Profit: $-1,500.00

Std Profit: $1,763.32

Profit Factor: 0.61

WIN/LOSS

Win Rate: 27.3%

Winners / Losers: 3 / 8 (Ratio: 1:2)

Gross Profit: $7,500.00

Gross Loss: $-12,285.00

Avg Winner: $2,500.00

Avg Loser: $-1,365.00

Avg Winner / Avg Loser: (Ratio: 1:1.83)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-6,800.00

Sharpe Ratio: -0.23

Sortino Ratio: -1.47

Ulcer Index: 180.80

EXIT REASONS

TARGET exits: 3 (25.0%)

STOP exits: 7 (58.3%)

EOD exits: 1 (8.3%)

LONG ENTRIES (BUY)

Total LONG: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-6,000.00

Avg P&L: $-1,500.00

SHORT ENTRIES (SELL)

Total SHORT: 8

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $1,215.00

Avg P&L: $151.88

CUMULATIVE P&L